-10.6%
AFRM vs CRL
+111.4%
-122.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -2.0% |
| 7D | -7.5% | +4.4% | -11.9% | -9.6% |
| 30D | -15.7% | +17.1% | -32.8% | -22.4% |
| 3M | -9.6% | +32.1% | -41.7% | -21.4% |
| 6M | +6.3% | +98.9% | -92.7% | -25.1% |
| YTD | -8.6% | +77.1% | -85.7% | -33.0% |
| All | -10.6% | +111.4% | -122.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling